04/15/2011 大盘回顾 （VIX to be or not to be）

Cobra

TREND MOMENTUM COMMENT Long-term 2 of 2 are BUY Intermediate 3 of 5 are BUY 5 of 5 are NEUTRAL Cobra Impulse in BUY mode; Non-Stop in SELL mode. Short-term 6 of 6 are NEUTRAL GANN DAY MOON:SOLAR CYCLE CONCLUSION 04/11-04/15 04/03 : 04/05 04/04-04/13 Next pivot date: 04/11

BULLISH 09/27 Market Recap: 9 POMO within 20 trading days means 14%+ up in 3 months. 02/23 Market Recap: Pullback could last 4 weeks, then 02/18 highs will be revisited. 03/11 Market Recap: Bullish in 3 to 6 months. 04/01 Market Recap: Bullish April. 0.1.0 SPY Short-term Trading Signals: A few TradingMarkets long setups trigged on 04/12. BEARISH 4.0.1 SPX Long-term Trading Signals: Weekly EMA(13) is way too high above weekly EMA(34). 03/18 Market Recap: 03/16 lows will be revisited. My Thoughts There’re some chances that an intermediate-term top was in.

SPY SYSTEM ENTRY DATE STOP LOSS INSTRUCTION: Mechanic signals, back test is HERE, signals are HERE. Non-Stop 04/15 S N/A Short is for aggressive traders only. CI Buy & Hold 12/03 L N/A *Close long and sell short if 04/15 low is broken and close red the next day. CI Swing *Short if breakdown 04/15 low and close red the next day. Stop loss is 2.0*ATR(10). Short-term *UP? N/A I hold both long (trapped) and short (trapped) over the weekend.

SHORT-TERM: MAY SEE SOME WEAKNESS ON MONDAY BUT THERE’RE CHANCES THAT THE BOTTOM WAS IN

三点说明：

1. 周一可能会有pullback，不确定。另外，有一定的几率，可能the bottom was in了，也不确定。
2. VIX在关键位置，一旦下破，SPX此后all time high可能只是时间问题。熊熊的希望在于VIX首次触及BB bottom，以及TLT weekly Bullish Engulfing。
3. 操作上，周一如果大涨，我做牛了。周一跌破本周五的low且收红，Cobra Impulse System的short确认，且正式进入sell mode。

下面可能的走法如图。

• 看pullback的理由是ChiOsc有点高，此外，很少有一次性就穿过EMA20 (pink curve)，然后一路上涨的，一般至少会在EMA20附近杀一个来回的。
• 说可能the bottom was in的理由是RSP没有lower low，另外，后面也会提到，VIX的support，如果符合一般support的理论的话，恐怕这次hold不住了。

 

从下面的weekly图很清楚可以看到为什么说VIX在关键的位置，这里跌下去，就是2006，2007年的样子，SPX还有一阵波澜壮阔的涨幅。关于support的理论是说，测试的次数越多，support越弱，因为每次测试都会消耗掉一定的买盘，也因此我们有双底或者三底的说法，但是从来没有四底的说法。而VIX目前的位置已经是第n次测试了，所以，如果support理论也适用VIX的话（我不确定，因为毕竟，VIX没有直接的supply和demand关系），按理应该是支持不住了。这个是牛牛最大的希望。

 

对于熊熊来说，见下图，VIX首次触及BB bottom，不是下周一red，就是SPX离top不远，只有很少的几次，SPX头也不回地往上涨，所以只要熊熊的运气不是太糟糕的话，应该至少还有逃生的机会。

 

另外，TLT weekly Bullish Engulfing很有趣，虽然只有3个过去的例子。Weekly Bullish Engulfing or Bearish Engulfing，根据我的经验，是很可靠的。

 

下面的图info only，我还是觉得VIX:VXV低得离谱，当然，你要解释成这是bullish的特征，我也没有意见，毕竟前面两次VIX:VXV这么低，大盘是大涨特涨了。

 

Cobra Impulse System继续喊跌，当然，必须周一low过本周五的low，且最终收红，才能确认。

 

INTERMEDIATE-TERM: BULLISH APRIL, SPX TARGET 1352 TO 1381, BEWARE 04/11 TO 04/14 PIVOT DATE

See 04/01 Market Recap for more details.

SEASONALITY: MIXED NEXT WEEK

下周seasonality比较乱，有说牛的，有说熊的，自己看，爱信谁信谁吧。

• 6.5.4a Seasonality - OE Week，周五的After Bell Quick Summary里已经提了，week after red OE week比较bearish。

 

• Bespoke统计说week after tax deadline bullish。

 

• Seasonality around Good Friday from Sentimentrader，看着下周天天都bullish。

 

• Schaeffer说，1st week of 5-week cycle is bearish。

 

• Stock Trader’s Almanac说，April prone to weakness after tax deadline but NASDAQ up 14 of 16 day before Good Friday, 10 straight since 2001.

 

HIGHLIGHTS OF THE OTHER ETFS IN MY PUBLIC CHART LIST

	TREND	COMMENT
QQQ & Weekly	UP
IWM & Weekly	UP
SSEC & Weekly	UP
EEM & Weekly	UP
XIU & Weekly	*DOWN
TLT & Weekly	*UP
FXE & Weekly	UP
GLD & Weekly	UP
GDX & Weekly	04/14 S
USO & Weekly	UP
XLE & Weekly	UP
XLF & Weekly	DOWN
IYR & Weekly	UP
XLB & Weekly	UP
DBA & Weekly	*DOWN

1. Please make sure you understand how to use the table above. The purpose of this report is to provide info so contradictory signals are always presented.
2. * = New update; Blue Text = Link to a chart in my public chart list.
3. UP = Intermediate-term uptrend. Set when weekly buy signal is triggered.
4. DOWN = Intermediate-term downtrend. Set when weekly sell signal is triggered.

cartier

cartier

cartier

Jinan90

抢到了。

cartier

Jinan90

cartier 发表于 2011-4-16 22:03

多占座者，砍手。

当时惘然

thanks

chickencoop

Jinan90 发表于 2011-4-16 22:06
多占座者，砍手。

够狠。

大牛Steve

lehldk

lehldk

最多只能3

五谷

ahdou

Ave

oda

usamonkey

flovestock

yanjun

navybean

Thanks